+314.6%
SPYM vs MDT
+40.9%
+273.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.3% |
| 30D | -1.6% | +1.0% | -2.7% | -2.2% |
| 3M | +4.7% | +15.2% | -10.4% | -2.1% |
| 6M | +12.6% | +3.7% | +8.9% | +9.9% |
| YTD | +11.8% | -3.0% | +14.8% | +12.2% |
| 1Y | +17.5% | +2.5% | +15.1% | +14.6% |
| 3Y | +77.0% | +26.5% | +50.5% | +53.0% |
| 5Y | +82.6% | -18.3% | +100.9% | +94.5% |
| All | +314.6% | +40.9% | +273.7% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling